The Italy international has been in fine form this season, scoring 22 league goals to top Serie A's goalscoring charts.
Amid reports that Dortmund are interested in signing the 24-year-old former Juventus man, Immobile highlighted that the opportunity to play in the UEFA Champions League would be a key reason to move to Signal Iduna Park.
Immobile also acknowledged a desire to replace Bayern Munich-bound striker Lewandowski who will join the Bundesliga champions in June.
"I am ambitious and, after such a good season, it’s normal to be aiming very high," said Immobile, speaking at a pre-FIFA World Cup training camp.
"I admit that I want to test myself in the Champions League now. Borussia Dortmund are a very important team and the idea of replacing Robert Lewandowski excites me very much.
"However, my agent is keeping his eye on things so we will see.
"I repeat, it is important for me to find a team in the Champions League, but I also need somewhere where I can grow personally."
